+58.5%
AMAT vs LEN
-22.9%
+81.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.2% | +8.2% | +10.9% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | -26.9% | +19.4% | -46.3% | -29.3% |
| 3M | -31.2% | +4.5% | -35.7% | -31.0% |
| 6M | -14.7% | +4.9% | -19.6% | -14.8% |
| YTD | +44.7% | -8.9% | +53.6% | +48.4% |
| All | +58.5% | -22.9% | +81.4% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling